Description

This analysis provides a forecast of VET prices using a Seasonal ARIMA model with Box-Cox transformation. The forecast includes different scenarios:

The confidence levels used are 68%, 95%, and 99.7%, which means there is a corresponding probability that the actual price will fall within the Bear and Bull case range for each confidence level.

The purpose of this model is to help investors understand potential future price movements and make informed decisions based on different market scenarios.

Bear_0.997 Bear_0.95 Bear_0.68 Base Bull_0.68 Bull_0.95 Bull_0.997
2024-10-27 0.015595 0.017653 0.019898 0.022531 0.025539 0.028873 0.032853
2024-11-03 0.012696 0.015575 0.018993 0.023365 0.028826 0.035447 0.044122
2024-11-10 0.011082 0.014341 0.018437 0.023988 0.031358 0.040863 0.054144
2024-11-17 0.009927 0.013418 0.018011 0.024543 0.033661 0.046042 0.064303
2024-11-24 0.008758 0.012279 0.017098 0.024234 0.034636 0.049398 0.072215
2024-12-01 0.007848 0.011367 0.016352 0.024008 0.035606 0.052736 0.080363
2024-12-08 0.007107 0.010600 0.015708 0.023814 0.036536 0.056027 0.088718
2024-12-15 0.006680 0.010244 0.015612 0.024405 0.038677 0.061325 0.100777
2024-12-22 0.006118 0.009619 0.015036 0.024164 0.039438 0.064466 0.109596
2024-12-29 0.005851 0.009428 0.015109 0.024955 0.041939 0.070669 0.124299
2025-01-05 0.005295 0.008714 0.014272 0.024142 0.041623 0.072031 0.130550
2025-01-12 0.004890 0.008215 0.013740 0.023787 0.042047 0.074690 0.139414
2025-01-19 0.004424 0.007580 0.012939 0.022910 0.041492 0.075605 0.145255
2025-01-26 0.004284 0.007500 0.013088 0.023753 0.044182 0.082800 0.164240
2025-02-02 0.004123 0.007366 0.013128 0.024388 0.046531 0.089578 0.183216
2025-02-09 0.003964 0.007222 0.013132 0.024952 0.048789 0.096399 0.203130
2025-02-16 0.003702 0.006862 0.012707 0.024639 0.049256 0.099644 0.215740
2025-02-23 0.003474 0.006549 0.012342 0.024408 0.049862 0.103225 0.229519
2025-03-02 0.003270 0.006266 0.012010 0.024211 0.050511 0.106947 0.244074
2025-03-09 0.003172 0.006183 0.012064 0.024812 0.052924 0.114751 0.269211
2025-03-16 0.002990 0.005917 0.011732 0.024567 0.053450 0.118396 0.284765
2025-03-23 0.002928 0.005891 0.011882 0.025372 0.056411 0.127912 0.316172
2025-03-30 0.002713 0.005531 0.011313 0.024544 0.055540 0.128361 0.324459